You're gonna have to unlock then. The 4S can't be hacktivated (which is the worst part about it). That's why it'll pop up with an activation screen, because it's not normally supported. Luckily for you, you're on an unlockable baseband. You can order a Gevey Ultra S, unlock, and then just activate it with the old SIM and then insert the new SIM and then you're good to go.

I will no longer be very active here anymore due to a variety of reasons.